Implied Volatility is one of the most important concepts for options traders to understand for two reasons. It increases when the market is bearish, when investors believe that the asset’s price will decline over time, and decreases when the market is bullish, when investors believe that the price will rise over time. It is a forward-looking and subjective measure, differs from historical volatility because the latter is calculated from known past returns of a security. Implied volatility is a way of estimating the future fluctuations of a security’s worth based on certain predictive factors.
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